A remark on empirical estimates in multistage stochastic programming.
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F02%3A16020206" target="_blank" >RIV/67985556:_____/02:16020206 - isvavai.cz</a>
Result on the web
—
DOI - Digital Object Identifier
—
Alternative languages
Result language
angličtina
Original language name
A remark on empirical estimates in multistage stochastic programming.
Original language description
A multistage stochastic programming problem can be introduced as a system of parametric optimization problems considered w.r.t. the Euclidean space with an inner (recurrent) dependence and mathematical (mostly conditional) expectation in the objective functions of the individual problems. Consequently, this type of the problems belongs to the class of problems depending on a measure. The aim of the paper is to treat the case when the theoretical probability measure is replaced by an 'empirical' one.
Czech name
—
Czech description
—
Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
—
Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2002
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Bulletin of the Czech Econometric Society
ISSN
1212-074x
e-ISSN
—
Volume of the periodical
9
Issue of the periodical within the volume
17
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
20
Pages from-to
31-50
UT code for WoS article
—
EID of the result in the Scopus database
—